Rapport Backtest

Stratégie · RsiOversold   |   Ticker · MSFT   |   2015-01-02 → 2025-10-31
Capital Final -225,457,324.16 €
P&L -225467324.16 € (-2254673.24%)
Total Trades 1
Max Drawdown 18224.02%
Sharpe
-0.08
Sortino
-0.08
Calmar
0.00

Equity Curve

Underwater Curve

Performance

CAGR0.00%
Ulcer Index21.61
Expectancy432.67

Trades Overview

Total1 Win Rate100.00%
Profit Factorinf Payoff Ratio432.67

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2015-01-30 05:00:00 2015-04-28 04:00:00 Long 15 35.50 40.71 432.67 14.68% 87